+157.7%
OXY vs PCOR
-30.9%
+188.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.4% |
| 7D | +1.6% | -9.0% | +10.6% | +2.8% |
| 30D | +11.6% | +4.2% | +7.4% | +10.9% |
| 3M | +2.8% | +14.4% | -11.6% | +0.7% |
| 6M | +13.0% | +0.2% | +12.9% | +12.1% |
| YTD | +47.4% | -20.3% | +67.6% | +50.4% |
| 1Y | +31.5% | -16.1% | +47.6% | +32.9% |
| 3Y | -1.9% | -14.7% | +12.8% | -3.2% |
| 5Y | +148.0% | -43.2% | +191.1% | +145.9% |
| All | +157.7% | -30.9% | +188.6% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling